Five women wearing balaclavas, two of whom are members of the Russian punk group Pussy Riot, make their way through a crowd after they were released from a police station, Tuesday, Feb. 18, 2014, in Adler, Russia. No charges were filed against the Pussy Riot members Nadezhda Tolokonnikova, in the blue balaclava, and Maria Alekhina, in the pink, who were held along with several other people near the city’s ferry terminal. (AP Photo/Morry Gash)

SOCHI, Russia — Two members of the punk protest group Pussy Riot, recently released from prison under an amnesty program initiated by Russian President Vladimir Putin, were arrested here Tuesday in what they said was an attempt to prevent them from carrying out a new political protest action.

The two women, Nadezhda Tolokonnikova and Maria Alyokhina, were detained along with other members of the group who were apparently working with them on a new song. The arrests occurred in central Sochi, about 30 minutes’ drive from the Olympic Park where the Winter Games are taking place.

The women and their collaborators were released from a police station in the Adler district early Tuesday evening, and at least five of them emerged wearing the colorful balaclavas that are the group’s trademark.

Speaking with reporters outside the police station, Tolokonnikova said that since arriving here Sunday she and the others with her had been detained repeatedly by the police, border guards and the Federal Security Service — the successor to the Soviet KGB, known as the FSB.

“People are following us,” she said. “They track our every move and look for any excuse to detain us.” They were detained, she said, “so that we wouldn’t have a chance to make a political statement here.” She was referring to the band’s new song, “Putin Will Teach You to Love the Motherland.”

Tolokonnikova and Alyokhina became an international cause celebre after they and a third member of the group were convicted in connection with a protest act that they staged in Moscow’s main cathedral, praying to the Virgin Mary to rid Russia of Putin.

They were sentenced to two years in prison, while the third woman, Yekaterina Samutsevich, received a suspended sentence on appeal. They were freed in late December, a few weeks before their scheduled release, in an amnesty that they said was intended to make Putin look broad-minded and tolerant in the days leading up to the Olympics. They have said they would rather have served their full sentences.

In Sochi on Tuesday, the Russian authorities said the group members were being questioned in connection with a theft in the hotel where the two women were staying. Supporters of the group dismissed that explanation, saying the theft investigation was a pretext for interfering with the production of the new song.

The detentions appeared to be a serious public relations mistake by the local authorities, and quickly developed into a major media sensation. The women posted messages on Twitter describing their arrests in detail, including their trip in a police vehicle to the station.

Tolokonnikova and Alyokhin have continued to criticize Putin and the Russian government since their release Dec. 23. The new song makes reference to more recent political developments including an effort by the Kremlin to pressure Dozhd, an independent television station, into shutting its operations.

“The air is closed for Dozhd,” the women sang, pumping their fists in the air and stopping traffic as they were surrounded by a swirl of journalists in a sleepy, residential neighborhood here near the police station. “The gay parade has been sent to the outhouse.”

“Putin Will Teach You to Love the Motherland,” they repeated, the chorus of the song.

In a series of messages on Twitter, Tolokonnikova said that the two women were detained three times in three days here.

“On the 16th, we were detained for seven hours,” she wrote. “On the 17th, we spent 10 hours with the FSB, and today we are in a police wagon, accused of theft.”

As for what they were doing, Tolokonnikova wrote, “We are in Sochi to hold a Pussy Riot action.”

Although there had been numerous calls for political protests during the Sochi Olympics, particularly over Russia’s law barring “propaganda” on nontraditional sexual relationships, the games so far have been largely devoid of political demonstrations.

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